BVT Call 280 Vanguard Mega Cap Growth Index Fund ETF 21.06.2024
/ DE000VD4DM10
BVT Call 280 Vanguard Mega Cap Gr.../ DE000VD4DM10 /
| 2024-06-17 8:49:46 AM |
Chg.- |
Bid8:01:47 AM |
Ask8:01:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
- |
3.41
Bid Size: 3,000 |
3.55
Ask Size: 3,000 |
- |
280.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4DM1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
2.08 |
| Historic volatility: |
0.14 |
| Parity: |
1.22 |
| Time value: |
1.92 |
| Break-even: |
311.40 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
0.96% |
| Delta: |
0.62 |
| Theta: |
-3.04 |
| Omega: |
5.77 |
| Rho: |
0.02 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
2.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.39% |
| 1 Month |
|
|
+129.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.24 |
| 1M High / 1M Low: |
3.10 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
